SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
29.04.24
10:30:00 |
1.320
|
1.350
|
CHF | |
Volume |
40,000
|
25,000
|
Closing prev. day | 1.340 | ||||
Diff. absolute / % | 0.51 | +61.45% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call Warrant |
ISIN | CH1277610197 |
Valor | 127761019 |
Symbol | VGOO7U |
Strike | 150.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 20.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 20/06/2023 |
Date of maturity | 25/09/2024 |
Last trading day | 20/09/2024 |
Settlement Type | Cash payout |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | UBS |
Intrinsic value | 1.18 |
Time value | 0.14 |
Implied volatility | 0.13% |
Leverage | 5.23 |
Delta | 0.80 |
Gamma | 0.01 |
Vega | 0.31 |
Distance to Strike | -23.63 |
Distance to Strike in % | -13.61% |
Average Spread | 1.67% |
Last Best Bid Price | 1.34 CHF |
Last Best Ask Price | 1.35 CHF |
Last Best Bid Volume | 50,000 |
Last Best Ask Volume | 50,000 |
Average Buy Volume | 42,756 |
Average Sell Volume | 31,889 |
Average Buy Value | 61,225 CHF |
Average Sell Value | 45,963 CHF |
Spreads Availability Ratio | 70.16% |
Quote Availability | 70.16% |